//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Volatilität"
~isPartOf:"Econometric Institute research papers"
~person:"Caporin, Massimiliano"
~person:"Jawadi, Fredj"
~subject:"Share price"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Share price
2000-2010
1
Capital income
1
Estimation
1
Forecasting model
1
Kapitaleinkommen
1
Prognoseverfahren
1
Risikomaß
1
Risk measure
1
Schätzung
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic process
1
Stochastischer Prozess
1
USA
1
United States
1
Volatility
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
1
Author
All
Caporin, Massimiliano
Jawadi, Fredj
McAleer, Michael
22
Chang, Chia-Lin
8
Asai, Manabu
6
Medeiros, Marcelo C.
4
Tansuchat, Roengchai
4
Chen, Chi-chung
2
Martinet, Guillaume Gaetan
2
Allen, David E.
1
Bannouh, Karim
1
Chen, Ping-Yu
1
Chu, LanFen
1
Dijk, Dick van
1
Hafner, Christian M.
1
Ishida, Isao
1
Jimenez-Martin, Juan-Angel
1
Martens, Martin
1
Oya, Kosuke
1
Pérez Amaral, Teodosio
1
Roengchai Tansuchat
1
Singh, Abhay Kumar
1
Wiphatthanananthakul, Chatayan
1
more ...
less ...
Published in...
All
Econometric Institute research papers
Working papers on finance
4
Econometric reviews
3
Computational economics
2
Document de travail
2
Energy economics
2
International review of economics & finance : IREF
2
Journal of empirical finance
2
Journal of risk and financial management : JRFM
2
Review of quantitative finance and accounting
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The North American journal of economics and finance : a journal of financial economics studies
2
Working papers
2
Working papers series in theoretical and applied economics
2
Annals of operations research ; volume 274, numbers 1/2 (March 2019)
1
Applied economics
1
Applied economics letters
1
Decision making and risk/return optimization in financial economics
1
Discussion paper / Tinbergen Institute
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial markets
1
Journal of international financial markets, institutions & money
1
Macroeconomic dynamics
1
Marco Fanno Working Paper
1
Open economies review
1
SAFE working paper
1
SNB working papers
1
The European journal of finance
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
University of St. Gallen, School of Finance Research Paper
1
Working paper
1
Working paper series / Ipag Business School : working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619566
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->